+2.7%
BBWI vs ESTC
+26.3%
-23.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.1% |
| 7D | +1.6% | -4.3% | +5.9% | +2.7% |
| 30D | -6.2% | +17.7% | -23.9% | -11.3% |
| 3M | +4.3% | +42.3% | -38.0% | -7.1% |
| 6M | -7.2% | +64.6% | -71.7% | -21.9% |
| YTD | -3.0% | +17.2% | -20.2% | -10.6% |
| 1Y | -30.8% | -4.2% | -26.6% | -32.3% |
| 3Y | -43.4% | +13.5% | -56.9% | -51.8% |
| 5Y | -66.7% | -45.5% | -21.2% | -67.1% |
| All | +2.7% | +26.3% | -23.6% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling